Time series momentum across asset classes

Saita, Giacomo (A.A. 2020/2021) Time series momentum across asset classes. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 42. [Master's Degree Thesis]

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Abstract/Index

Related literature. Data. Return predictability: time series evidence. Time series momentum strategies. Market crashes effect on momentum strategies.

References

Bibliografia: pp. 41-42.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: Asset pricing
Thesis Supervisor: Porchia, Paolo
Thesis Co-Supervisor: Pirra, Marco
Academic Year: 2020/2021
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 10 May 2022 10:27
Last Modified: 10 May 2022 10:27
URI: https://tesi.luiss.it/id/eprint/32213

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